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RUNMODE:0; //逐K线模式

WARNING_DISABLE:1; //关闭公式测试提醒

WARNING_DISABLE:2;

WARNING_DISABLE:4;

PPT_MUX:=0.75; //期货品种乘数，保证金*合约单位=15%*5

PPT_PER:=5;

LAST_B:=0;LAST_S:=0;LAST_BE:=0;LAST_SE:=0;

//均线

MA01:MA(C,10),colorwhite,PRECISION0;

MA02:MA(C,20),coloryellow,PRECISION0;

开多:=cross(ma01,ma02);

开空:=cross(Ma02,ma01);

ref_buy:=ref(开多,1);

ref_sel:=ref(开空,1);

START_TRADE:=(YEAR=2018 and MONTH>0) or YEAR>2018;

IF START_TRADE THEN

BEGIN

IF HOLDING<>0 THEN BEGIN

if HOLDING>0 then

begin

{平多}

if ref_SEL then

begin

sell(START_TRADE,0,LIMITR,OPEN),ORDERQUEUE;

LAST_BE:=1;

end;

if HOLDING<0 then

begin

{平空}

if ref_BUY then

begin

sellshort(START_TRADE,0,LIMITR,OPEN),ORDERQUEUE;

LAST_SE:=1;

end;

END;

if HOLDING=0 THEN

BEGIN

{开多}if ref_BUY then

begin

buy(START_TRADE,1,LIMITR,OPEN),ORDERQUEUE;

LAST_B:=1;

end;

{开空}if ref_SEL then

begin

buyshort(START_TRADE,1,LIMITR,OPEN),ORDERQUEUE;

LAST_S:=1;

end;

END;

tmp_BAR:=BARPOS-1;

LAST_sig_E:=LAST_BE or LAST_SE;

IF 开多 THEN drawicon(START_TRADE,low-0.2,1);

IF 开空 THEN drawicon(START_TRADE,high+0.2,2);

BUY_E:=HOLDING>0 and 开空;

SEL_E:=HOLDING<0 and 开多;

IS_reSIG:=LAST_B or LAST_S;

//================================================================================

IF ISLASTBAR THEN

BEGIN

{自动解盘}

//开仓价

hold_prc:=IF(IS_reSIG,NUMTOSTR(OPEN,0),NUMTOSTR(ENTERPRICE,0));

EXPLAIN(1,\'棉花_CF00__主力合约_\' + STRTRIMLEFT(DYNAINFO(210),\'ZQ\'),coloryellow);

IF HOLDING<0 THEN EXPLAIN(1,\'空单_持仓价_\' + hold_prc + \'__持仓_\'+NUMTOSTR(HOLDING,0)+\'手\',colorcyan);

IF HOLDING>0 THEN EXPLAIN(1,\'多单_持仓价_\' + hold_prc + \'__持仓_\'+NUMTOSTR(HOLDING,0)+\'手\',colormagenta);

IF HOLDING=0 THEN EXPLAIN(1,\'持仓:= 0 手\',colorwhite);

EXPLAIN(1,\'账户资产:=\'+NUMTOSTR(ASSET,0) ,colorwhite);

EXPLAIN(1,\'浮动盈亏:=（\'+numtostr(OPENPROFIT/10000,1)+\'万，\'+numtostr(OPENPROFITPER,1)+\'%）\',coloryellow);

可用资金:=ASSET-abs(HOLDING)*CLOSE*PPT_MUX;

EXPLAIN(1,\'可用资金:=\'+NUMTOSTR(可用资金,0),colorwhite);

//交易信息

IF LAST_SE THEN EXPLAIN(1,\'交易信号=》平空\'+NUMTOSTR(EXITVOL,0)+\'手！\',colormagenta);

IF LAST_BE THEN EXPLAIN(1,\'交易信号=》平多\'+NUMTOSTR(EXITVOL,0)+\'手！\',colorcyan);

IF LAST_B THEN EXPLAIN(1,\'交易信号=》开多\'+NUMTOSTR(ENTERVOL,0)+\'手！\',colormagenta);

IF LAST_S THEN EXPLAIN(1,\'交易信号=》开空\'+NUMTOSTR(ENTERVOL,0)+\'手！\',colorcyan);

//准备交易

IF 开多 THEN BEGIN

IF HOLDING<=0 THEN

BEGIN

//开多

EXPLAIN(HOLDING<0,\'交易信号=》准备开多\'+\'1手！\',colormagenta);

EXPLAIN(HOLDING=0,\'交易信号=》准备开多...资金不够开仓！\',colormagenta);

END;

IF 开空 THEN BEGIN

IF HOLDING>=0 THEN

BEGIN

EXPLAIN(HOLDING>0,\'交易信号=》准备开空\'+\'1手！\',colorcyan);

EXPLAIN(HOLDING=0,\'交易信号=》准备开空...资金不够开仓！\',colorcyan);

END;

//平空

IF SEL_E THEN EXPLAIN(1,\'交易信号=》准备平空\'+NUMTOSTR(ABS(HOLDING),0)+\'手！\',colormagenta);

//平多

IF BUY_E THEN EXPLAIN(1,\'交易信号=》准备平多\'+NUMTOSTR(HOLDING,0)+\'手！\',colorcyan);

IF HOLDING=0 THEN EXPLAIN(1,\'操盘:=空仓观望,等待入场信号！\',colorwhite);

END;

IF START_TRADE THEN

BEGIN

{显示开仓价位线}

多持:IF(HOLDING>0,ENTERPRICE,DRAWNULL),colormagenta,linethick2,PRECISION0; //多单开盘价

空持:IF(HOLDING<0,ENTERPRICE,DRAWNULL),colorcyan,linethick2,PRECISION0; //空单开盘价

//=============================================================================

{保证金计算器}

计算器:Close*PPT_MUX*手数,PRECISION0,coloryellow,NODRAW;

END;